Add note about exceptions thrown in other threads

Author: hdgarrood

docs/Control.Monad.Aff.md

@@ -85,6 +85,15 @@ launchAff :: forall e a. Aff e a -> Eff (err :: EXCEPTION | e) Unit
 Converts the asynchronous computation into a synchronous one. All values
 are ignored, and if the computation produces an error, it is thrown.
 
+Catching exceptions by using `catchException` with the resulting Eff
+computation is not recommended, as exceptions may end up being thrown in
+a different thread, due to the asynchronous nature of Aff. In such a
+case, the exception cannot be caught.
+
+If you do need to handle exceptions, you can use `runAff` instead, or
+you can handle the exception within the Aff computation, using
+`catchError` (or any of the other mechanisms).
+
 #### `runAff`
 
 ``` purescript

src/Control/Monad/Aff.purs

@@ -66,6 +66,15 @@ module Control.Monad.Aff
 
   -- | Converts the asynchronous computation into a synchronous one. All values
   -- | are ignored, and if the computation produces an error, it is thrown.
+  -- |
+  -- | Catching exceptions by using `catchException` with the resulting Eff
+  -- | computation is not recommended, as exceptions may end up being thrown in
+  -- | a different thread, due to the asynchronous nature of Aff. In such a
+  -- | case, the exception cannot be caught.
+  -- |
+  -- | If you do need to handle exceptions, you can use `runAff` instead, or
+  -- | you can handle the exception within the Aff computation, using
+  -- | `catchError` (or any of the other mechanisms).
   launchAff :: forall e a. Aff e a -> Eff (err :: EXCEPTION | e) Unit
   launchAff = runAff throwException (const (pure unit)) <<< liftEx
     where